Normal Distribution

Saroj Kumar Roy

01496403610

Objectives
Introduce the Normal Distribution
Properties of the Standard Normal
Distribution
Introduce the Central Limit Theorem
Use Normal Distribution in an inferential
fashion
Normal Distribution
Why are normal distributions so important?
Many dependent variables are commonly
assumed to be normally distributed in the
population
If a variable is approximately normally
distributed we can make inferences about
values of that variable
Example: Sampling distribution of the mean
Normal Distribution
Symmetrical, bell-shaped curve
Also known as Gaussian distribution
Point of inflection = 1 standard deviation
from mean
Mathematical formula

f (X)
1
2
(e)

( X )
2
2
2
Normal Distribution Curve
A normal distribution curve is symmetrical,
bell-shaped curve defined by the mean and
standard deviation of a data set.

The normal curve is a probability distribution
with a total area under the curve of 1.

Normal Distribution Curve
Since we know the shape of the curve, we can
calculate the area under the curve
The percentage of that area can be used to determine
the probability that a given value could be pulled
from a given distribution
The area under the curve tells us about the probability- in
other words we can obtain a p-value for our result (data)
by treating it as a normally distributed data set.
Key Areas under the Curve
For normal
distributions
+ 1 SD ~ 68%
+ 2 SD ~ 95%
+ 3 SD ~ 99.9%
One standard deviation away from the mean (miu ) in either direction on the
horizontal axis accounts for around 68 percent of the data. Two standard
deviations away from the mean accounts for roughly 95 percent of the
data with three standard deviations representing about 99.7 percent of the
data.

Example IQ mean = 100 s = 15
Problem:

Each normal distribution with its own values of
and would need its own calculation of the area
under various points on the curve

Normal Probability Distributions
Standard Normal Distribution N(0,1)
We agree to use the
standard normal
distribution
Bell shaped
=0
=1
Note: not all bell
shaped distributions are
normal distributions
Normal Probability Distribution
Can take on an infinite
number of possible
values.
The probability of any
one of those values
occurring is essentially
zero.
Curve has area or
probability = 1
Normal Distribution
The standard normal distribution will allow us
to make claims about the probabilities of
values related to our own data
How do we apply the standard normal
distribution to our data?
Z-score
If we know the population mean and
population standard deviation, for any value
of X we can compute a z-score by subtracting
the population mean and dividing the result by
the population standard deviation

z
X

Important z-score info

Z-score tells us how far above or below the mean a
value is in terms of standard deviations
It is a linear transformation of the original scores
Multiplication (or division) of and/or addition to (or
subtraction from) X by a constant
Relationship of the observations to each other remains the
same
Z = (X-)/
then
X = Z +
[equation of the general form Y = mX+c]
Probabilities and z scores: z tables
Total area = 1
Only have a probability from width
For an infinite number of z scores each point has
a probability of 0 (for the single point)
Typically negative values are not reported
Symmetrical, therefore area below negative value
= Area above its positive value
Always helps to draw a sketch!
Probabilities are depicted by areas under the curve
Total area under the curve
is 1
The area in red is equal to
p(z > 1)
The area in blue is equal to
p(-1< z <0)
Since the properties of the
normal distribution are
known, areas can be looked
up on tables or calculated
on computer.
Strategies for finding probabilities for the
standard normal random variable.
Draw a picture of standard normal
distribution depicting the area of interest.
Re-express the area in terms of shapes like
the one on top of the Standard Normal
Table
Look up the areas using the table.
Do the necessary addition and subtraction.
Suppose Z has standard normal distribution
Find p(0<Z<1.23)
Find p(-1.57<Z<0)
Find p(Z>.78)
Z is standard normal
Calculate p(-1.2<Z<.78)